All natural wool rugs, no matter the price point, shed to some degree. The good news is there are ways to reduce shedding, starting with choosing a high-quality wool rug.
The higher the quality of the wool, the less the rug will shed overall. The amount of shedding also depends on the way the rug is crafted.
Lastly, newer rugs tend to experience more shedding because during the rug making process, the fibers are cut down to the desired pile height, leaving some pieces of fiber stuck in the rug. Vacuum your wool rug regularly (with the vacuum’s beater bar off, if possible) to reduce shedding. You can expect shedding to subside after a few months with regular care and vacuuming.